Optimization Theory (2018 Spring)

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Course Information

Course Optimization Theory (Lectures in Korean)
Department Electronic and Electrical Engineering
Course Number G14741
Hours 3 hours (Th 11:00AM-1:45PM)
Credits 3.0 credits
Instructor Prof. Hyunggon Park
Office Engineering A Bldg. 514
Tel. 3277-3896
Email hyunggon.park@ewha.ac.kr

Course Description

This course covers linear programming and convex optimization techniques which can be core mathematical tools for engineering problems.

Prerequisites

  • Calculus
  • Linear algebra

Course Format

Lectures with homework assginments

Course Objectives

Concentrates on recognizing and solving linear and convex optimization problems that arise in engineering. Linear programming, duality, simplex method, convex sets, functions, and optimization problems. Optimality conditions, duality theory, theorems of alternative, and applications. Applications to signal processing, control, digital and analog circuit design, computational geometry, statistics, and mechanical engineering.

Evaluation System

  1. Homework (20%)
  2. Midterm Exam (30%)
  3. Final Exam (50%)

Required Materials

  • S. Boyd and L. Vandenberghe, Convex Optimization, Cambridge University Press. (Not mandatory)

Supplementary Materials

  • D. Bertsimas and J. N. Tsitsiklis, Introduction to linear optimization (Athena Scientific).
  • D. Bertsekas, Nonlinear Programming, Athena Scientific.

Tentative Course Outline

A tentative list of the covered topics:

  • Review of basic linear algebra
  • Geometry of linear programming problems
  • Linear programming problems
  • Duality
  • The simplex method
  • Convex set, convex functions
  • Convex optimization problems
  • Numerical linear algebra
  • Other related topics